The obvious problem is that guest sets are time-consuming and often expensive. Furthermore, most clubs require guest sets to place during the week, so anyone with a regular Monday-Friday job may struggle in finding time. And, there's nothing quite like the feeling of spending a couple of hundred dollars and a day and a half in travel only to find out, upon your arrival, that the booker isn't going to be at the club that night after all.
When you do a guest set, bring a press kit. At worst, at least you when you call to follow up a couple of weeks later, you should get some respect and attention when you say, "I performed at your club last month..." Guest sets are a bit risky, but they can be one very important way to elevate yourself from the clutter of press kits in the back office.
Furthermore, there are a few clubs who book their clubs almost solely on guest sets. Comedy club "showcase nights" are often a collection of out-of-towners essentially auditioning for future work as a middle spot. The Funny Bone in Columbus, Ohio, runs such shows; the booker there books features for as many as a dozen of the Funny Bone franchises, and as such competition for those showcases is quite intense. But should you have an excellent set on one of those Tuesday nights, the amount of work you can receive is obviously quite extensive.
References
In "Creating Relationships From the MC Spot," I mentioned references as an important tool, and discussed some of the ways to hopefully get them from headliners and even middle acts you work with. There is a reason I devoted an entire article to references: they are quite simply the most valuable promotional tool a comedian has. Press kits may lie unwatched, and guest sets may not go well or not even be seen by the booker, but the word of a respected headliner will open many, many doors. The first road work I ever got, and still the bulk of what I have now, came directly from references from headliners. In many cases, bookers will book you, sight unseen, solely from one solid reference. In the worst-case scenario, a good reference can ensure that the booker does show up for your guest set or does take the time to review your tape.
